ActiveViam

A Hormuz escalation affects considerably more than energy positions. For a multi-asset portfolio, a single event can touch several books and several teams, all working from numbers that were last reconciled at the overnight batch. The constraint is rarely analytical. It is the time taken to turn a question into a set of scenarios that produce an answer someone can act on. In our latest blog, Bo Qian sets out how buy-side teams can define, run and analyse scenarios quickly, and where AI can help without taking the decision away from the risk team. 👉 Read the full piece: https://lnkd.in/ecNUzYW5/?utm_campaign=BuysideBrandRecognitionGloabl2026&utm_source=linkedin&utm_medium=paid&utm_id=1199464954&hsa_acc=513325921&hsa_cam=1199464954&hsa_grp=847703674&hsa_ad=1585747734&hsa_net=linkedin&hsa_ver=3

Every bank has a scenario library. It covers what has already happened, or what someone imagined in advance. Then a shock arrives that is not in it, and building a new scenario takes weeks. In his latest post, Edmund Haws looks at what changes when an agent builds the scenario from plain language, across market, credit and liquidity risk, with every assumption open to review before anything runs. The scenario in plain language. The answer in seconds. Read the post 👉 https://lnkd.in/euMe5AkS/?utm_campaign=Blog%2526WebsiteTrafficBoost&utm_source=linkedin&utm_medium=paid&utm_id=1210391034&hsa_acc=513325921&hsa_cam=1210391034&hsa_grp=887870964&hsa_ad=1585718474&hsa_net=linkedin&hsa_ver=3 See the Scenario Engine at Connect, London, 21 October.

An exciting announcement: ActiveViam has been ranked #35 in the Chartis Research Energy50 2026. The Energy50 is the annual assessment of the 50 leading technology vendors serving energy and commodity markets, evaluated on market influence, technological capability and strategic direction, with a particular focus on trading and risk analytics, compliance and operational efficiency. This ranking reflects the work our energy clients do with Atoti: non-linear calculations on live data at trade level, with no pre-aggregation and no overnight batch, so risk is always current, with root cause analysis down to the individual trade. Thank you to our clients, partners, and team for making this achievement possible. Read the full announcement here: https://lnkd.in/eGEKsm4T

A spot move becomes a margin call, then a funding requirement, then a counterparty exposure. All inside one trading session, across four teams working from data that doesn't reconcile. Each discipline is mature. The failure point was never expertise, it's transmission. The Atoti Enterprise Risk Suite puts market risk, counterparty credit, xVA, FRTB and liquidity on one data model, grounded in your data, your measures, your hierarchies, so breaches resolve into one event with one root cause instead of five separate fire drills. And a specialized AI agent, designed for risk, can now generate dozens of scenarios mid-event and auto-explain them, with every assertion tracing back to an aggregation a human can reproduce and a regulator can audit. Read the full piece by Jeremy Rose ➡️ https://lnkd.in/eMzib7iX

Asset managers don't lack data. They lack one view of it. Portfolio construction, risk, and performance attribution often live in systems that were never designed to agree, so teams end up spending hours reconciling instead of deciding. Atoti gives Buy-Side teams one consistent, real-time view of every position, from construction through to risk and return. It's grounded in your data, your measures, your hierarchies. Atoti: real-time risk intelligence for capital markets.

Five days left. The SEC and CFTC's comment window on harmonizing portfolio margining across securities, swaps, and futures closes August 29. If this lands, buy-side and sell-side firms will need to calculate margin across a much wider instrument set - and allocate it down to the desk level, not just for current books but for hypothetical scenarios too. That's a real operational lift for firms still running margin calcs in silos. Atoti already aggregates exposures across products and regimes in real time, with what-if scenarios on demand and margin allocation grounded in your data, your measures, your hierarchies. The regulatory direction is clear. The question is whether your infrastructure is ready for it. Find out more ➡️ https://lnkd.in/eX6KNM9P/?utm_campaign=BuysideBrandRecognitionGloabl2026&utm_source=linkedin&utm_medium=paid&utm_id=1199464954&hsa_acc=513325921&hsa_cam=1199464954&hsa_grp=847703674&hsa_ad=1524126494&hsa_net=linkedin&hsa_ver=3